Pages that link to "Item:Q659164"
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The following pages link to Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164):
Displaying 11 items.
- Premium rating without losses (Q2157226) (← links)
- A review of goodness of fit tests for Pareto distributions (Q2315827) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
- Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- Risk measure estimation under two component mixture models with trimmed data (Q5036563) (← links)
- Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
- ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
